+358.7%
ALAB vs IFF
+6.0%
+352.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.3% | -5.0% | -5.3% |
| 7D | +0.6% | -2.8% | +3.4% | +0.5% |
| 30D | -8.8% | -1.1% | -7.7% | -8.8% |
| 3M | -14.0% | +13.8% | -27.8% | -14.2% |
| 6M | +144.3% | +16.7% | +127.6% | +143.7% |
| YTD | +71.0% | +26.1% | +44.9% | +68.6% |
| 1Y | +23.5% | +33.5% | -10.0% | +20.9% |
| All | +358.7% | +6.0% | +352.7% | +385.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IFF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling